Works fine for me (9.2.0.3)
Code:
SQL*Plus: Release 9.2.0.3.0 - Production on Tue Jun 10 08:35:08 2003

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Connected to:
Oracle9i Enterprise Edition Release 9.2.0.3.0 - Production
With the Partitioning, OLAP and Oracle Data Mining options
JServer Release 9.2.0.3.0 - Production

SQL> connect sys as sysdba
Enter password: *********
Connected.
SQL> create or replace procedure p1
  2  is
  3  begin
  4  null;
  5  end;
  6  /

Procedure created.

SQL> create or replace procedure test
  2  is
  3  begin
  4  dbms_shared_pool.keep('P1','P');
  5  end;
  6  /

Procedure created.

SQL> execute test;

PL/SQL procedure successfully completed.

SQL> show error
No errors.
SQL>